生成這些Boosting模型時，參數已經調整過，若是對調整超參數有其他想法也可以使用第16天的超參數調整哦！

from sklearn.ensemble import GradientBoostingRegressor
from lightgbm import LGBMRegressor
from xgboost import XGBRegressor

gbr = GradientBoostingRegressor(n_estimators=3000, learning_rate=0.05, max_depth=4, max_features='sqrt', min_samples_leaf=15, min_samples_split=10, loss='huber', random_state =42)
lightgbm = LGBMRegressor(objective='regression', 
                                       num_leaves=4,
                                       learning_rate=0.01, 
                                       n_estimators=5000,
                                       max_bin=200, 
                                       bagging_fraction=0.75,
                                       bagging_freq=5, 
                                       bagging_seed=7,
                                       feature_fraction=0.2,
                                       feature_fraction_seed=7,
                                       verbose=-1,
                                       )
xgboost = XGBRegressor(learning_rate=0.01,n_estimators=3460,
                                     max_depth=3, min_child_weight=0,
                                     gamma=0, subsample=0.7,
                                     colsample_bytree=0.7,
                                     objective='reg:linear', nthread=-1,
                                     scale_pos_weight=1, seed=27,
                                     reg_alpha=0.00006)

整體學習-Stacking

from mlxtend.regressor import StackingCVRegressor
stack_gen = StackingCVRegressor(regressors=(ridge, lasso, elasticnet, gbr, xgboost, lightgbm),
                                meta_regressor=xgboost,
                                use_features_in_secondary=True)

檢視模型成效

score = cv_rmse(ridge , X)
print("RIDGE: {:.4f} ({:.4f})\n".format(score.mean(), score.std()), datetime.now(), )

score = cv_rmse(lasso , X)
print("LASSO: {:.4f} ({:.4f})\n".format(score.mean(), score.std()), datetime.now(), )

score = cv_rmse(elasticnet)
print("elastic net: {:.4f} ({:.4f})\n".format(score.mean(), score.std()), datetime.now(), )

score = cv_rmse(svr)
print("SVR: {:.4f} ({:.4f})\n".format(score.mean(), score.std()), datetime.now(), )

score = cv_rmse(lightgbm)
print("lightgbm: {:.4f} ({:.4f})\n".format(score.mean(), score.std()), datetime.now(), )

score = cv_rmse(gbr)
print("gbr: {:.4f} ({:.4f})\n".format(score.mean(), score.std()), datetime.now(), )

score = cv_rmse(xgboost)
print("xgboost: {:.4f} ({:.4f})\n".format(score.mean(), score.std()), datetime.now(), )